+10.7%
TTMI vs ULTA
+27.7%
-17.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +4.1% | -14.2% | -9.7% |
| 7D | -19.2% | +6.7% | -25.9% | -18.6% |
| 30D | -44.9% | +21.7% | -66.6% | -44.7% |
| 3M | -44.7% | +21.5% | -66.2% | -44.2% |
| 6M | -53.4% | +27.5% | -80.9% | -52.7% |
| YTD | +6.3% | +9.2% | -2.9% | +10.7% |
| 1Y | +10.7% | +27.9% | -17.2% | +10.8% |
| All | +10.7% | +27.7% | -17.0% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling